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Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen; Kok Haur Ng; Thanakorn … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
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Time-varying neural network for stock return prediction
Wong, Steven Y. K.; Chan, Jennifer S. K.; Azizi, Lamiae; … - In: Intelligent systems in accounting, finance & management 29 (2022) 1, pp. 3-18
Persistent link: https://www.econbiz.de/10013274234
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A new look at Cryptocurrencies
Phillip, Andrew; Chan, Jennifer S. K.; Peiris, Shelton - In: Economics letters 163 (2018), pp. 6-9
Persistent link: https://www.econbiz.de/10011982903
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Multivariate long-memory cohort mortality models
Yan, Hongxuan; Peters, Gareth W.; Chan, Jennifer S. K. - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 223-263
Persistent link: https://www.econbiz.de/10012194127
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Bayesian estimation of Gegenbauer long memory processes with stochastic volatility : methods and applications
Phillip, Andrew; Chan, Jennifer S. K.; Peiris, Shelton - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10011897536
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New loss reserve models with persistence effects to forecast trapezoidal losses in run-off triangles
Usman, Farha; Chan, Jennifer S. K. - In: ASTIN bulletin : the journal of the International … 52 (2022) 3, pp. 877-920
Persistent link: https://www.econbiz.de/10013426666
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Statistical inference for geometric processes with gamma distributions
Chan, Jennifer S. K.; Lam, Yeh; Leung, Doris Y. P. - In: Computational Statistics & Data Analysis 47 (2004) 3, pp. 565-581
Persistent link: https://www.econbiz.de/10005172552